CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3504 |
1.3565 |
0.0061 |
0.5% |
1.3638 |
| High |
1.3548 |
1.3568 |
0.0020 |
0.1% |
1.3650 |
| Low |
1.3497 |
1.3555 |
0.0058 |
0.4% |
1.3484 |
| Close |
1.3546 |
1.3559 |
0.0013 |
0.1% |
1.3546 |
| Range |
0.0051 |
0.0013 |
-0.0038 |
-74.5% |
0.0166 |
| ATR |
0.0059 |
0.0057 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
210,308 |
143,290 |
-67,018 |
-31.9% |
777,201 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3600 |
1.3592 |
1.3566 |
|
| R3 |
1.3587 |
1.3579 |
1.3563 |
|
| R2 |
1.3574 |
1.3574 |
1.3561 |
|
| R1 |
1.3566 |
1.3566 |
1.3560 |
1.3564 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3559 |
| S1 |
1.3553 |
1.3553 |
1.3558 |
1.3551 |
| S2 |
1.3548 |
1.3548 |
1.3557 |
|
| S3 |
1.3535 |
1.3540 |
1.3555 |
|
| S4 |
1.3522 |
1.3527 |
1.3552 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.3968 |
1.3637 |
|
| R3 |
1.3892 |
1.3802 |
1.3592 |
|
| R2 |
1.3726 |
1.3726 |
1.3576 |
|
| R1 |
1.3636 |
1.3636 |
1.3561 |
1.3598 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3541 |
| S1 |
1.3470 |
1.3470 |
1.3531 |
1.3432 |
| S2 |
1.3394 |
1.3394 |
1.3516 |
|
| S3 |
1.3228 |
1.3304 |
1.3500 |
|
| S4 |
1.3062 |
1.3138 |
1.3455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3586 |
1.3484 |
0.0102 |
0.8% |
0.0047 |
0.3% |
74% |
False |
False |
149,267 |
| 10 |
1.3699 |
1.3484 |
0.0215 |
1.6% |
0.0051 |
0.4% |
35% |
False |
False |
159,874 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0050 |
0.4% |
33% |
False |
False |
155,501 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0051 |
0.4% |
63% |
False |
False |
153,123 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.3% |
74% |
False |
False |
115,386 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0042 |
0.3% |
80% |
False |
False |
86,653 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
80% |
False |
False |
69,388 |
| 120 |
1.3708 |
1.2957 |
0.0751 |
5.5% |
0.0036 |
0.3% |
80% |
False |
False |
57,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3623 |
|
2.618 |
1.3602 |
|
1.618 |
1.3589 |
|
1.000 |
1.3581 |
|
0.618 |
1.3576 |
|
HIGH |
1.3568 |
|
0.618 |
1.3563 |
|
0.500 |
1.3562 |
|
0.382 |
1.3560 |
|
LOW |
1.3555 |
|
0.618 |
1.3547 |
|
1.000 |
1.3542 |
|
1.618 |
1.3534 |
|
2.618 |
1.3521 |
|
4.250 |
1.3500 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3562 |
1.3548 |
| PP |
1.3561 |
1.3537 |
| S1 |
1.3560 |
1.3526 |
|